DLProblem Class Reference

#include <alpaqa/dl/dl-problem.hpp>

Detailed Description

Class that loads a problem using dlopen.

The shared library should export a C function with the name function_name that accepts a void pointer with user data, and returns a struct of type alpaqa_problem_register_t that contains all data to represent the problem, as well as function pointers for all required operations. See C++/DLProblem/main.cpp and problems/sparse-logistic-regression.cpp for examples.

Note

Copies are shallow, they all share the same problem instance, take that into account when using multiple threads.

See also

TypeErasedProblem

alpaqa_problem_functions_t

alpaqa_problem_register_t

Examples

C++/DLProblem/main.cpp.

Definition at line 104 of file dl-problem.hpp.

Inheritance diagram for DLProblem:

Collaboration diagram for DLProblem:

Public Types
using	Sparsity = alpaqa::Sparsity< config_t >
using	instance_t = ExtraFuncs::instance_t
using	Box = alpaqa::Box< config_t >

Public Member Functions
	DLProblem (const std::filesystem::path &so_filename, const std::string &function_name="register_alpaqa_problem", alpaqa_register_arg_t user_param={})
	Load a problem from a shared library.
	DLProblem (const std::filesystem::path &so_filename, const std::string &function_name, std::any &user_param)
	Load a problem from a shared library.
	DLProblem (const std::filesystem::path &so_filename, const std::string &function_name, std::span< std::string_view > user_param)
	Load a problem from a shared library.
void	eval_proj_diff_g (crvec z, rvec e) const
void	eval_proj_multipliers (rvec y, real_t M) const
real_t	eval_prox_grad_step (real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const
index_t	eval_inactive_indices_res_lna (real_t γ, crvec x, crvec grad_ψ, rindexvec J) const
real_t	eval_f (crvec x) const
void	eval_grad_f (crvec x, rvec grad_fx) const
void	eval_g (crvec x, rvec gx) const
void	eval_grad_g_prod (crvec x, crvec y, rvec grad_gxy) const
void	eval_jac_g (crvec x, rvec J_values) const
Sparsity	get_jac_g_sparsity () const
void	eval_grad_gi (crvec x, index_t i, rvec grad_gi) const
void	eval_hess_L_prod (crvec x, crvec y, real_t scale, crvec v, rvec Hv) const
void	eval_hess_L (crvec x, crvec y, real_t scale, rvec H_values) const
Sparsity	get_hess_L_sparsity () const
void	eval_hess_ψ_prod (crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const
void	eval_hess_ψ (crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const
Sparsity	get_hess_ψ_sparsity () const
real_t	eval_f_grad_f (crvec x, rvec grad_fx) const
real_t	eval_f_g (crvec x, rvec g) const
void	eval_grad_f_grad_g_prod (crvec x, crvec y, rvec grad_f, rvec grad_gxy) const
void	eval_grad_L (crvec x, crvec y, rvec grad_L, rvec work_n) const
real_t	eval_ψ (crvec x, crvec y, crvec Σ, rvec ŷ) const
void	eval_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const
real_t	eval_ψ_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const
std::string	get_name () const
bool	provides_eval_f () const
bool	provides_eval_grad_f () const
bool	provides_eval_g () const
bool	provides_eval_grad_g_prod () const
bool	provides_eval_jac_g () const
bool	provides_get_jac_g_sparsity () const
bool	provides_eval_grad_gi () const
bool	provides_eval_hess_L_prod () const
bool	provides_eval_hess_L () const
bool	provides_get_hess_L_sparsity () const
bool	provides_eval_hess_ψ_prod () const
bool	provides_eval_hess_ψ () const
bool	provides_get_hess_ψ_sparsity () const
bool	provides_eval_f_grad_f () const
bool	provides_eval_f_g () const
bool	provides_eval_grad_f_grad_g_prod () const
bool	provides_eval_grad_L () const
bool	provides_eval_ψ () const
bool	provides_eval_grad_ψ () const
bool	provides_eval_ψ_grad_ψ () const
bool	provides_get_box_C () const
bool	provides_get_box_D () const
bool	provides_eval_inactive_indices_res_lna () const
template<class Signature , class... Args>
decltype(auto)	call_extra_func (const std::string &name, Args &&...args) const
template<class Signature , class... Args>
decltype(auto)	call_extra_func (const std::string &name, Args &&...args)
void	resize (length_t n, length_t m)
	Change the dimensions of the problem (number of decision variables and number of constaints).
length_t	get_n () const
	Number of decision variables, n.
length_t	get_m () const
	Number of constraints, m.
const Box &	get_box_C () const
const Box &	get_box_D () const
void	check () const

Static Public Member Functions
static real_t	eval_proj_grad_step_box (const Box &C, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Projected gradient step for rectangular box C.
static void	eval_prox_grad_step_box_l1_impl (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.
static real_t	eval_prox_grad_step_box_l1 (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.
static real_t	eval_prox_grad_step_box_l1_scal (const Box &C, real_t λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.
static void	eval_proj_multipliers_box (const Box &D, rvec y, real_t M, index_t penalty_alm_split)

Public Attributes
length_t	n
	Number of decision variables, dimension of x.
length_t	m
	Number of constraints, dimension of g(x) and z.
Box	C
	Constraints of the decision variables, \( x \in C \).
Box	D
	Other constraints, \( g(x) \in D \).
vec	l1_reg
	\( \ell_1 \) (1-norm) regularization parameter.
index_t	penalty_alm_split
	Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.

Private Attributes
std::filesystem::path	file
	Path to the shared module file.
std::shared_ptr< void >	handle
	Handle to the shared module defining the problem.
std::shared_ptr< void >	instance
	Problem instance created by the registration function, including the deleter to destroy it.
problem_functions_t *	functions = nullptr
	Pointer to the struct of function pointers for evaluating the objective, constraints, their gradients, etc.
ExtraFuncs	extra_funcs
	Dictionary of extra functions that were registered by the problem.

Member Typedef Documentation

Sparsity

using Sparsity = alpaqa::Sparsity<config_t>

Definition at line 107 of file dl-problem.hpp.

instance_t

using instance_t = ExtraFuncs::instance_t

Definition at line 207 of file dl-problem.hpp.

Box

using Box = alpaqa::Box<config_t>

inherited

Definition at line 19 of file box-constr-problem.hpp.

Constructor & Destructor Documentation

DLProblem() [1/3]

DLProblem	(	const std::filesystem::path &	so_filename,
		const std::string &	function_name = "register_alpaqa_problem",
		alpaqa_register_arg_t	user_param = {}
	)

Load a problem from a shared library.

Parameters

so_filename	Filename of the shared library to load.
function_name	Name of the problem registration function. Should have signature alpaqa_problem_register_t(alpaqa_register_arg_t user_param).
user_param	Pointer to custom user data to pass to the registration function.

Definition at line 203 of file dl-problem.cpp.

DLProblem() [2/3]

DLProblem	(	const std::filesystem::path &	so_filename,
		const std::string &	function_name,
		std::any &	user_param
	)

Load a problem from a shared library.

Parameters

so_filename	Filename of the shared library to load.
function_name	Name of the problem registration function. Should have signature alpaqa_problem_register_t(alpaqa_register_arg_t user_param).
user_param	Custom user data to pass to the registration function.

Definition at line 270 of file dl-problem.cpp.

DLProblem() [3/3]

DLProblem	(	const std::filesystem::path &	so_filename,
		const std::string &	function_name,
		std::span< std::string_view >	user_param
	)

Load a problem from a shared library.

Parameters

so_filename	Filename of the shared library to load.
function_name	Name of the problem registration function. Should have signature alpaqa_problem_register_t(alpaqa_register_arg_t user_param).
user_param	Custom string arguments to pass to the registration function.

Definition at line 276 of file dl-problem.cpp.

Member Function Documentation

eval_proj_diff_g()

auto eval_proj_diff_g	(	crvec	z,
		rvec	e
	)		const

Definition at line 283 of file dl-problem.cpp.

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eval_proj_multipliers()

auto eval_proj_multipliers	(	rvec	y,
		real_t	M
	)		const

Definition at line 289 of file dl-problem.cpp.

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eval_prox_grad_step()

auto eval_prox_grad_step	(	real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)		const

Definition at line 295 of file dl-problem.cpp.

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eval_inactive_indices_res_lna()

auto eval_inactive_indices_res_lna	(	real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rindexvec	J
	)		const

Definition at line 303 of file dl-problem.cpp.

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eval_f()

auto eval_f

(

crvec

x

)

const

Definition at line 319 of file dl-problem.cpp.

eval_grad_f()

auto eval_grad_f	(	crvec	x,
		rvec	grad_fx
	)		const

Definition at line 320 of file dl-problem.cpp.

eval_g()

auto eval_g	(	crvec	x,
		rvec	gx
	)		const

Definition at line 321 of file dl-problem.cpp.

eval_grad_g_prod()

auto eval_grad_g_prod	(	crvec	x,
		crvec	y,
		rvec	grad_gxy
	)		const

Definition at line 322 of file dl-problem.cpp.

eval_jac_g()

auto eval_jac_g	(	crvec	x,
		rvec	J_values
	)		const

Definition at line 324 of file dl-problem.cpp.

get_jac_g_sparsity()

auto get_jac_g_sparsity

(

)

const

Definition at line 325 of file dl-problem.cpp.

eval_grad_gi()

auto eval_grad_gi	(	crvec	x,
		index_t	i,
		rvec	grad_gi
	)		const

Definition at line 323 of file dl-problem.cpp.

eval_hess_L_prod()

auto eval_hess_L_prod	(	crvec	x,
		crvec	y,
		real_t	scale,
		crvec	v,
		rvec	Hv
	)		const

Definition at line 326 of file dl-problem.cpp.

eval_hess_L()

auto eval_hess_L	(	crvec	x,
		crvec	y,
		real_t	scale,
		rvec	H_values
	)		const

Definition at line 327 of file dl-problem.cpp.

get_hess_L_sparsity()

auto get_hess_L_sparsity

(

)

const

Definition at line 328 of file dl-problem.cpp.

eval_hess_ψ_prod()

auto eval_hess_ψ_prod	(	crvec	x,
		crvec	y,
		crvec	Σ,
		real_t	scale,
		crvec	v,
		rvec	Hv
	)		const

Definition at line 329 of file dl-problem.cpp.

eval_hess_ψ()

auto eval_hess_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		real_t	scale,
		rvec	H_values
	)		const

Definition at line 330 of file dl-problem.cpp.

get_hess_ψ_sparsity()

auto get_hess_ψ_sparsity

(

)

const

Definition at line 331 of file dl-problem.cpp.

eval_f_grad_f()

auto eval_f_grad_f	(	crvec	x,
		rvec	grad_fx
	)		const

Definition at line 332 of file dl-problem.cpp.

eval_f_g()

auto eval_f_g	(	crvec	x,
		rvec	g
	)		const

Definition at line 333 of file dl-problem.cpp.

eval_grad_f_grad_g_prod()

auto eval_grad_f_grad_g_prod	(	crvec	x,
		crvec	y,
		rvec	grad_f,
		rvec	grad_gxy
	)		const

Definition at line 334 of file dl-problem.cpp.

eval_grad_L()

auto eval_grad_L	(	crvec	x,
		crvec	y,
		rvec	grad_L,
		rvec	work_n
	)		const

Definition at line 335 of file dl-problem.cpp.

eval_ψ()

auto eval_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	ŷ
	)		const

Definition at line 336 of file dl-problem.cpp.

eval_grad_ψ()

auto eval_grad_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m
	)		const

Definition at line 337 of file dl-problem.cpp.

eval_ψ_grad_ψ()

auto eval_ψ_grad_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m
	)		const

Definition at line 338 of file dl-problem.cpp.

get_name()

auto get_name

(

)

const

Definition at line 312 of file dl-problem.cpp.

provides_eval_f()

bool provides_eval_f

(

)

const

Definition at line 340 of file dl-problem.cpp.

provides_eval_grad_f()

bool provides_eval_grad_f

(

)

const

Definition at line 341 of file dl-problem.cpp.

provides_eval_g()

bool provides_eval_g

(

)

const

Definition at line 342 of file dl-problem.cpp.

provides_eval_grad_g_prod()

bool provides_eval_grad_g_prod

(

)

const

Definition at line 343 of file dl-problem.cpp.

provides_eval_jac_g()

bool provides_eval_jac_g

(

)

const

Definition at line 344 of file dl-problem.cpp.

provides_get_jac_g_sparsity()

bool provides_get_jac_g_sparsity

(

)

const

Definition at line 345 of file dl-problem.cpp.

provides_eval_grad_gi()

bool provides_eval_grad_gi

(

)

const

Definition at line 346 of file dl-problem.cpp.

provides_eval_hess_L_prod()

bool provides_eval_hess_L_prod

(

)

const

Definition at line 347 of file dl-problem.cpp.

provides_eval_hess_L()

bool provides_eval_hess_L

(

)

const

Definition at line 348 of file dl-problem.cpp.

provides_get_hess_L_sparsity()

bool provides_get_hess_L_sparsity

(

)

const

Definition at line 349 of file dl-problem.cpp.

provides_eval_hess_ψ_prod()

bool provides_eval_hess_ψ_prod

(

)

const

Definition at line 350 of file dl-problem.cpp.

provides_eval_hess_ψ()

bool provides_eval_hess_ψ

(

)

const

Definition at line 351 of file dl-problem.cpp.

provides_get_hess_ψ_sparsity()

bool provides_get_hess_ψ_sparsity

(

)

const

Definition at line 352 of file dl-problem.cpp.

provides_eval_f_grad_f()

bool provides_eval_f_grad_f

(

)

const

Definition at line 353 of file dl-problem.cpp.

provides_eval_f_g()

bool provides_eval_f_g

(

)

const

Definition at line 354 of file dl-problem.cpp.

provides_eval_grad_f_grad_g_prod()

bool provides_eval_grad_f_grad_g_prod

(

)

const

Definition at line 355 of file dl-problem.cpp.

provides_eval_grad_L()

bool provides_eval_grad_L

(

)

const

Definition at line 356 of file dl-problem.cpp.

provides_eval_ψ()

bool provides_eval_ψ

(

)

const

Definition at line 357 of file dl-problem.cpp.

provides_eval_grad_ψ()

bool provides_eval_grad_ψ

(

)

const

Definition at line 358 of file dl-problem.cpp.

provides_eval_ψ_grad_ψ()

bool provides_eval_ψ_grad_ψ

(

)

const

Definition at line 359 of file dl-problem.cpp.

provides_get_box_C()

bool provides_get_box_C

(

)

const

Definition at line 360 of file dl-problem.cpp.

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provides_get_box_D()

bool provides_get_box_D

(

)

const

Definition at line 361 of file dl-problem.cpp.

provides_eval_inactive_indices_res_lna()

bool provides_eval_inactive_indices_res_lna

(

)

const

Definition at line 362 of file dl-problem.cpp.

call_extra_func() [1/2]

template<class Signature , class... Args>

decltype(auto) call_extra_func ( const std::string &  name, Args &&...  args  ) const

inline

Definition at line 210 of file dl-problem.hpp.

call_extra_func() [2/2]

template<class Signature , class... Args>

decltype(auto) call_extra_func ( const std::string &  name, Args &&...  args  )

inline

Definition at line 218 of file dl-problem.hpp.

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resize()

void resize ( length_t  n, length_t  m  )

inlineinherited

Change the dimensions of the problem (number of decision variables and number of constaints).

Destructive: resizes and/or resets the members C, D, l1_reg and penalty_alm_split.

Parameters

n	Number of decision variables
m	Number of constraints

Definition at line 45 of file box-constr-problem.hpp.

get_n()

length_t get_n ( ) const

inlineinherited

Number of decision variables, n.

Definition at line 81 of file box-constr-problem.hpp.

get_m()

length_t get_m ( ) const

inlineinherited

Number of constraints, m.

Definition at line 83 of file box-constr-problem.hpp.

eval_proj_grad_step_box()

static real_t eval_proj_grad_step_box ( const Box &  C, real_t  γ, crvec  x, crvec  grad_ψ, rvec  x̂, rvec  p  )

inlinestaticinherited

Projected gradient step for rectangular box C.

\[ \begin{aligned} \hat x &= \Pi_C(x - \gamma\nabla\psi(x)) \\ p &= \hat x - x \\ &= \max(\underline x - x, \;\min(-\gamma\nabla\psi(x), \overline x - x) \end{aligned} \]

Definition at line 90 of file box-constr-problem.hpp.

eval_prox_grad_step_box_l1_impl()

static void eval_prox_grad_step_box_l1_impl ( const Box &  C, const auto &  λ, real_t  γ, crvec  x, crvec  grad_ψ, rvec  x̂, rvec  p  )

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 113 of file box-constr-problem.hpp.

eval_prox_grad_step_box_l1()

static real_t eval_prox_grad_step_box_l1 ( const Box &  C, const auto &  λ, real_t  γ, crvec  x, crvec  grad_ψ, rvec  x̂, rvec  p  )

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 122 of file box-constr-problem.hpp.

eval_prox_grad_step_box_l1_scal()

static real_t eval_prox_grad_step_box_l1_scal ( const Box &  C, real_t  λ, real_t  γ, crvec  x, crvec  grad_ψ, rvec  x̂, rvec  p  )

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 130 of file box-constr-problem.hpp.

eval_proj_multipliers_box()

static void eval_proj_multipliers_box ( const Box &  D, rvec  y, real_t  M, index_t  penalty_alm_split  )

inlinestaticinherited

Definition at line 152 of file box-constr-problem.hpp.

get_box_C()

const Box & get_box_C ( ) const

inlineinherited

See also

TypeErasedProblem::get_box_C

Definition at line 173 of file box-constr-problem.hpp.

get_box_D()

const Box & get_box_D ( ) const

inlineinherited

See also

TypeErasedProblem::get_box_D

Definition at line 175 of file box-constr-problem.hpp.

check()

void check ( ) const

inlineinherited

See also

TypeErasedProblem::check

Definition at line 222 of file box-constr-problem.hpp.

Member Data Documentation

file

std::filesystem::path file

private

Path to the shared module file.

Definition at line 142 of file dl-problem.hpp.

handle

std::shared_ptr<void> handle

private

Handle to the shared module defining the problem.

Definition at line 144 of file dl-problem.hpp.

instance

std::shared_ptr<void> instance

private

Problem instance created by the registration function, including the deleter to destroy it.

Definition at line 147 of file dl-problem.hpp.

functions

problem_functions_t* functions = nullptr

private

Pointer to the struct of function pointers for evaluating the objective, constraints, their gradients, etc.

Definition at line 150 of file dl-problem.hpp.

extra_funcs

ExtraFuncs extra_funcs

private

Dictionary of extra functions that were registered by the problem.

Definition at line 152 of file dl-problem.hpp.

n

length_t n

inherited

Number of decision variables, dimension of x.

Definition at line 22 of file box-constr-problem.hpp.

m

length_t m

inherited

Number of constraints, dimension of g(x) and z.

Definition at line 24 of file box-constr-problem.hpp.

C

Box C

inherited

Constraints of the decision variables, \( x \in C \).

Definition at line 65 of file box-constr-problem.hpp.

D

Box D

inherited

Other constraints, \( g(x) \in D \).

Definition at line 67 of file box-constr-problem.hpp.

l1_reg

vec l1_reg

inherited

\( \ell_1 \) (1-norm) regularization parameter.

Possible dimensions are: \( 0 \) (no regularization), \( 1 \) (a single scalar factor), or \( n \) (a different factor for each variable).

Definition at line 72 of file box-constr-problem.hpp.

penalty_alm_split

index_t penalty_alm_split

inherited

Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.

Specifically, the Lagrange multipliers for these components (which determine the shifts in ALM) are kept at zero.

Definition at line 78 of file box-constr-problem.hpp.

---

The documentation for this class was generated from the following files:

• src/interop/dl/include/alpaqa/dl/dl-problem.hpp
• src/interop/dl/src/dl-problem.cpp